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Understanding 9/11Stochastic calculus for finance. II, Continuous-time models
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xix, 550 pages : 24 cm
General probability theory -- Information and conditioning -- Brownian motion -- Stochastic calculus -- Risk-neutral pricing -- Connections with partial differential equations -- Exotic options -- American derivative securities -- Change of numéraire -- Term-structure models -- Introduction to jump processes -- A, Advanced topics in probability theory -- B, Existence of conditional expectations -- C, Completion of the proof of the second fundamental theorem of asset pricing -- References -- Index
Includes bibliographical references (pages 537-544) and index
General probability theory -- Information and conditioning -- Brownian motion -- Stochastic calculus -- Risk-neutral pricing -- Connections with partial differential equations -- Exotic options -- American derivative securities -- Change of numéraire -- Term-structure models -- Introduction to jump processes -- A, Advanced topics in probability theory -- B, Existence of conditional expectations -- C, Completion of the proof of the second fundamental theorem of asset pricing -- References -- Index
Includes bibliographical references (pages 537-544) and index
![[WorldCat (this item)]](/images/worldcat-small.png "[WorldCat (this item)]")
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